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AQR Small Cap Momentum Style N (ASMNX)

Nasdaq - Nasdaq Delayed price. Currency in USD

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20.85

-0.12

(-0.57%)

At close: 06:45PM EDT

Risk overview

Morningstar risk rating★★★

Number of years up8

Number of years down3

Best 1-yr total return (27 June 2024)44.36%

Worst 1-yr total return (27 June 2024)N/A

Risk statistics

3 years

ASMNXCategory average

5 years

ASMNXCategory average

10 years

ASMNXCategory average

Alpha

-7.42-0.02

-4.840.01

-4.37-0.02

BETA

1.10.01

1.110.01

1.130.01

Mean annual return

0.340.02

1.090.02

0.860.01

R-squared

73.880.78

72.960.73

71.270.73

Standard deviation

22.750.26

23.70.21

20.460.19

Sharpe ratio

0.040.01

0.460.01

0.430.01

Treynor ratio

-1.590.15

7.730.17

6.160.11